Búsqueda

Stochastic analysis of duplicates in life insurance portfolios

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000cam a2200000 i 4500
001  MAP20070033636
003  MAP
005  20090422154809.0
008  000517s2000 bel 000|0eng
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20080096434‎$a‎Denuit, Michel
24510‎$a‎Stochastic analysis of duplicates in life insurance portfolios‎$c‎Michel Denuit
260  ‎$a‎Louvain-La-Nouve‎$b‎Institut de Statistique‎$c‎2000
300  ‎$a‎9 p.‎$c‎24 cm.
4901 ‎$a‎Discussion paper‎$v‎4
520  ‎$a‎The aim of this short note is investigate the impact of duplicates in a life insurance portfolio by means of the supermodular order. Most classical results involving the variances are generalized using the stop-loss order.
65011‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080570590‎$a‎Seguro de vida
65011‎$0‎MAPA20080589875‎$a‎Control estocástico
7102 ‎$0‎MAPA20080446406‎$a‎Institut de Statistique
830 0‎$0‎MAPA20080509613‎$v‎4‎$a‎IZA Discussion paper